Rekomendasi Strategiper Tumbuhan Perbankan Syariah di Indonesia Pasca Pandemi Covid-19 Dengan Predictive Analytics

Kurniawan, Aznovri (2022) Rekomendasi Strategiper Tumbuhan Perbankan Syariah di Indonesia Pasca Pandemi Covid-19 Dengan Predictive Analytics. Masters thesis, Institut Teknologi Sepuluh Nopember.

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Abstract

PandemiCOVID-19 telah mengakibatkan dampak yang besar terhadap perekenomian Indonesia, tidak terkecuali pertumbuhan industri perbankan pada umumnya dan perbankan Syariah pada khususnya. Dengan pangsa pasar yang hanya 6,55%, diperlukan strategi khusus bagi perbankanSyariah dalam mengelola portofolio untuk tetap tumbuh dengan sehat pasca pandemi ini, terutama dalam hal pendapatan dan profitabilitas.Berdasarkan data historisbulananperbankan Syariah 6 tahun terakhir, khususnya portofoliopembiayaan yang memberikan kontribusi lebih dari 70% pendapatan perbankan Syariah, dilakukanpredictive analyticsdengan melakukan penyandingan dan koreksipertumbuhan pembiayaan menggunakan pemrograman linierdantime series forecastingdenganmodel vector autoregression with exogenous input(VARX)atau vector error correction model (VECM), dikombinasikandengan analisis finansial. Pemrograman linier telah banyak digunakan dalam pemecahan masalah optimalisasi, sedangkan modelVARX/VECM dipilih karena dari penelitian sebelumnya, telah dibuktikan menghasilkan prediksi yang akurat untuk time-series forecasting. Analisis finansial dilakukan untuk menghasilkanrekomendasistrategi yang harus dilakukan oleh perbankan Syariah dari hasil optimalisasipendapatan melaluipemrograman linierdantime series forecastingyang dilakukan.Penelitianini menghasilkan rekomendasi strategi bagi peningkatan pendapatan dan profitabilitas perbankan Syariah di Indonesia, mencakup jenis penggunaanpembiayaanyang perlu menjadi fokus (Modal Kerja dan Investasi UMKM, Investasi Non UMKM, KPR, dan Multiguna), lapangan usaha pembiayaan yang perlu difokuskan(Pertanian, Perburuan dan Kehutanan; Perdagangan Besar dan Eceran; Perantara Keuangan; Jasa Pendidikan; KPR;Multiguna), disertai dengan strategi efisiensi margin expensesdan operating expenses, sehingga memberikan kontribusi optimalbagi peningkatan pendapatan dan profitabilitas. Hasil penelitian dapat menghasilkan pertumbuhan aset 16%, pertumbuhan laba 55%, dan return on assets (ROA) 3,71%, jauh lebih tinggi daripadatotal ROA bank umum pada kondisi pandemi sebesar 1,87% dan sebelum pandemi sebesar 2,51%.Rekomendasi strategi ini diharapkan dapat memberikan kontribusi bagiperbankanSyariah di Indonesia untuk tumbuh lebih baik setelahpandemi, sehingga memberikan kontribusiyang lebih besar bagi perekonomian Indonesia.
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The COVID-19 pandemic has impactedthe Indonesianeconomy, including the growth of Indonesian bankingand Islamic bankingindustry. With amarket share of only 6.55%, comprehensive strategy is needed by Islamic banks in managing portfolios to have post-pandemic healthier growth, especially in terms of income and profitability. Based on monthly historical data on Islamic banking for the last 6 years, particularly the financing portfolio that contributes more than 70% of Islamic banking income, predictive analytics is carried out by pairing and correctingfinancing growthusing linear programming and time series forecasting withvector autoregression with exogenous inputmodel(VARX) or vector error correction model (VECM), supportedwith financial analysis. Linear programming has been widely used in solving optimization problems, while the VARX/VECM model was chosen because from previous research, they havebeen proven to produce accurate predictions for time-series forecasting. Financial analysis is carried out to produce strategic recommendations that need tobe carried out by Islamic banking from the results of optimizing income through linear programmingand time series forecasting.This study resulted instrategic recommendations for increasing incomeand profitability of Islamic banking in Indonesia, including the types of financing productsthat need to be focusedon (MSME Working Capital and Investment, Non MSME Investment, Mortgage, and Multipurpose),field of businessesthat need to be focused on (Agriculture, Hunting and Forestry; Wholesale and Retail Trade; Financial Intermediaries; Education Services; Mortgage; and Multipurpose), supported by efficiency strategy through managing margin expenses and operating expenses, so as to provide optimumcontribution inincreasing incomeand profitability. The strategy recommendations willresult inasset growth of 16%, profit growth of 55%, and return on assets (ROA) of 3.71%, much higher than the total ROA of commercial banks in pandemic conditions of 1.87% and before the pandemic of 2.51%. With the right strategy supported by a comprehensive analysis, this research is expected to give contribution forIslamic banksin Indonesia to have better post-pandemic growth, in order togivemore contributionto the Indonesian economy.

Item Type:	Thesis (Masters)
Additional Information:	RTMT 658.403 55 Kur r-1 2022
Uncontrolled Keywords:	COVID-19 pandemic impact,Islamic banking, linear programming, predictive analytics, vector autoregression, vector error correction model, pemrograman linier, perbankan Syariah
Subjects:	H Social Sciences > HB Economic Theory > Economic forecasting--Mathematical models.
Divisions:	Interdisciplinary School of Management and Technology (SIMT) > 61101-Master of Technology Management (MMT)
Depositing User:	Anis Wulandari
Date Deposited:	02 Nov 2022 04:03
Last Modified:	02 Nov 2022 04:03
URI:	http://repository.its.ac.id/id/eprint/95044

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